A stability result for solutions of stochastic equations driven by point processes
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Publication:1897882
DOI10.1007/BF00970944zbMath0827.60045MaRDI QIDQ1897882
Publication date: 18 September 1995
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00970944
weak convergence; stochastic differential equations; Lévy measure; martingale measure; compensator; Poisson random measure; stability theorem; stochastic point process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
93E15: Stochastic stability in control theory
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